-47.4%
PCG vs WU
-19.6%
-27.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | -0.8% | -13.0% | -13.7% |
| 30D | -16.9% | -1.1% | -15.8% | -16.7% |
| 3M | -14.7% | -3.9% | -10.9% | -14.7% |
| 6M | -23.8% | -20.7% | -3.2% | -20.2% |
| YTD | -10.5% | -18.4% | +7.9% | -7.2% |
| 1Y | -5.1% | -8.1% | +3.0% | -5.1% |
| 3Y | -11.6% | -24.2% | +12.6% | -8.4% |
| 5Y | +59.0% | -50.4% | +109.5% | +81.2% |
| 10Y | -75.7% | -40.0% | -35.7% | -73.9% |
| All | -47.4% | -19.6% | -27.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling